//-->
Dynamic risk adjustment in long-run event study tests
Han, Yao, (2024)
Further evidence on long-run abnormal returns after corporate events
Kolari, James W., (2021)
An empirical note on US stock split announcements, 2000-2009
Li, Xiaoqi, (2013)
A microstructure analysis of ex-dividend stock price behavior before and after the 1984 and 1986 tax reform acts
Koski, Jennifer L., (1996)
Does volatility decrease after reverse stock splits?
Koski, Jennifer L., (2007)
Price, liquidity, and the information content of trades
Koski, Jennifer L., (2000)